+5.7%
ODFL vs ADVB
-88.3%
+94.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -6.3% | -3.8% | -2.5% | -6.3% |
| 30D | -13.6% | +17.6% | -31.2% | -13.5% |
| 3M | -24.2% | +119.1% | -143.3% | -23.4% |
| 6M | -13.8% | +103.4% | -117.2% | -13.1% |
| YTD | +19.0% | +59.8% | -40.8% | +20.5% |
| 1Y | +25.7% | +8.5% | +17.1% | +27.6% |
| All | +5.7% | -88.3% | +94.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling